Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields (Q2341885)

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Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields
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    Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields (English)
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    6 May 2015
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    \(\ell_1\)-regularization
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    log-determinant divergence minimization
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    Gaussian Markov random fields
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    graphical model selection
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    high-dimensional statistical inference
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    \(M\)-matrices
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    partial correlations
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    precision matrix estimation
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    sign constraints
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